Consultant Leader R&D Cyber - CDI (H/F)
Core
Lead R&D for a specialized cyber risk quantification lab serving banking and insurance clients.
Role type
Senior IC quantitative risk consultant (cyber)
Builds
Cyber risk quantification models, regulatory capital requirements (SCR/RWA), and Pillar 2 frameworks (ORSA/ICAAP) for financial institutions.
Domain
Financial services (banking & insurance) + Cyber risk + Quantitative modeling
Deliverable
production ML models
Required skills
Cyber risk quantification, Monte Carlo simulation, VaR/TVaR, ORSA/ICAAP frameworks, Solvency II/Basel III/IV regulations, Python/R, project management
Preferred skills
Consulting experience, research publications, thought leadership in cyber/IA/geopolitics